+1,428.5%
IBKR vs ZBRA
+794.7%
+633.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.3% | +1.5% |
| 7D | -1.3% | -3.4% | +2.1% | -0.1% |
| 30D | -0.2% | -7.4% | +7.2% | +2.6% |
| 3M | +3.0% | +57.5% | -54.6% | -14.8% |
| 6M | +33.9% | +64.0% | -30.1% | +8.4% |
| YTD | +42.5% | +44.3% | -1.8% | +20.2% |
| 1Y | +44.9% | +10.9% | +34.0% | +34.3% |
| 3Y | +293.0% | +37.5% | +255.5% | +224.1% |
| 5Y | +497.7% | -39.7% | +537.3% | +542.6% |
| 10Y | +1,004.4% | +429.9% | +574.5% | +351.9% |
| All | +1,428.5% | +794.7% | +633.8% | +219.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZBRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling